Anic Equity¶

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Total return since start: 0.71 %¶

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Equity now: -----------------------------> 52247.08 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48085.55 Kr¶

PnL: ---------------------------------------> -840.95 Kr¶

DD now: ---------------------------------> -1.644 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 15:24:27.704595'

Anic Portfolio¶

Today¶

Return: -0.132 %¶

This Week¶

Return: -0.132 %¶

Total portfolio value¶

Return including deposits: 71.044 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 4.370000 2365.000000 176.000000 8.040000 2189.000000
Xvivo Perfusion 3 2.450000 877.500000 32.500000 3.850000 845.000001
SynAct Pharma 9 -0.930000 667.800000 22.800000 3.530000 645.000003
Eastnine 6 -1.740000 678.000000 21.000000 3.200000 657.000000
BHG Group 49 -5.340000 659.540000 20.540000 3.210000 638.999984
Vitrolife 3 2.840000 694.800000 17.800000 2.630000 677.000001
Addtech B 3 1.790000 715.800000 15.800000 2.260000 699.999999
Addnode Group B 6 2.000000 764.400000 12.400000 1.650000 751.999998
Svolder B 35 1.380000 2185.750000 12.250000 0.560000 2173.500000
Biotage 4 -0.520000 615.200000 12.200000 2.020000 603.000000
Nolato B 12 0.000000 658.200000 10.200000 1.570000 648.000000
Indutrade 5 1.300000 1327.500000 7.500000 0.570000 1320.000000
Sdiptech B 3 0.000000 829.200000 7.200000 0.880000 822.000000
Latour B 2 1.790000 454.000000 5.000000 1.110000 449.000000
Embracer Group B 26 -1.220000 665.860000 3.860000 0.580000 661.999988
BONESUPPORT HOLDING 10 -0.490000 1227.000000 3.000000 0.250000 1224.000000
Fortnox 10 3.550000 670.000000 2.000000 0.300000 668.000000
NCC B 7 -0.480000 655.550000 1.550000 0.240000 653.999997
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 -0.480000 578.200000 -3.800000 -0.650000 581.999999
Sampo Oyj SDB 1 -0.200000 501.000000 -4.000000 -0.790000 505.000000
Volati 5 -4.220000 568.000000 -6.000000 -1.050000 574.000000
Lime Technologies 2 -1.180000 587.000000 -6.000000 -1.010000 593.000000
SCA A 4 0.000000 590.400000 -8.600000 -1.440000 599.000000
Investor B 3 0.580000 649.350000 -8.650000 -1.310000 657.999999
Humana 40 1.870000 655.200000 -18.800000 -2.790000 674.000000
Balco Group 39 -1.360000 1834.950000 -40.050000 -2.140000 1874.999997
Sedana Medical 135 -3.290000 4284.900000 -46.100000 -1.060000 4330.999935
Lundin Gold 7 0.770000 917.000000 -57.000000 -5.850000 973.999999
Creades A 7 1.940000 552.300000 -58.700000 -9.610000 610.999998
Ambea 68 0.660000 2475.200000 -61.800000 -2.440000 2537.000032
Investor A 16 0.370000 3468.800000 -76.200000 -2.150000 3545.000000
Gaming Innovation Group 161 1.000000 4081.350000 -106.650000 -2.550000 4187.999942
New Wave B 40 -0.920000 3783.600000 -132.400000 -3.380000 3916.000000
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.760000 2560.400000 -406.600000 -13.700000 2966.999993
TOTAL 48085.550000 -840.950000 -1.64395% 48926.499863

Updated:¶

'2023-06-13 15:24:43.632159'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶